Type C Record - Standard

Length

From

To

Datatype

Format

Description and Comments

Length

From

To

Datatype

Format

Description and Comments

1

1

1

AN

X

Record ID - "C"

3

2

4

AN

X(3)

Combined Commodity Code

2

5

6

AN

X(2)

Intracommodity Spread Method Code - "10"

2

7

8

N

9(2)

Spread Priority (Spread Number)

2

9

10

N

9(2)

Number of Legs

7

11

17

N

9(7)

Charge Rate

2

18

19

N

9(2)

Leg 1 - Leg number

2

20

21

N

9(2)

Leg 1 - Tier number

2

22

23

N

9(2)

Leg 1 - Delta Per Spread Ratio

1

24

24

A

A

Leg 1 - Market Side (A or B)

2

25

26

N

9(2)

Leg 2 - Leg number

2

27

28

N

9(2)

Leg 2 - Tier number

2

29

30

N

9(2)

Leg 2 - Delta Per Spread Ratio

1

31

31

A

A

Leg 2 - Market Side (A or B)

2

32

33

N

9(2)

Leg 3 - Leg number

2

34

35

N

9(2)

Leg 3 - Tier number

2

36

37

N

9(2)

Leg 3 - Delta Per Spread Ratio

1

38

38

A

A

Leg 3 - Market Side (A or B)

2

39

40

N

9(2)

Leg 4 - Leg number

2

41

42

N

9(2)

Leg 4 - Tier number

2

43

44

N

9(2)

Leg 4 - Delta Per Spread Ratio

1

45

45

A

A

Leg 4 - Market Side (A or B)

2

46

47

N

9(2)

Leg 5 - Leg number

2

48

49

N

9(2)

Leg 5 - Tier number

2

50

51

N

9(2)

Leg 5 - Delta Per Spread Ratio

1

52

52

A

A

Leg 5 - Market Side (A or B)

2

53

54

N

9(2)

Leg 6 - Leg number

2

55

56

N

9(2)

Leg 6 - Tier number

2

57

58

N

9(2)

Leg 6 - Delta Per Spread Ratio

1

59

59

A

A

Leg 6 - Market Side (A or B)

2

60

61

N

9(2)

Leg 7 - Leg number

2

62

63

N

9(2)

Leg 7 - Tier number

2

64

65

N

9(2)

Leg 7 - Delta Per Spread Ratio

1

66

66

A

A

Leg 7 - Market Side (A or B)

2

67

68

N

9(2)

Leg 8 - Leg number

2

69

70

N

9(2)

Leg 8 - Tier number

2

71

72

N

9(2)

Leg 8 - Delta Per Spread Ratio

1

73

73

A

A

Leg 8 - Market Side (A or B)

7

74

80

-

-

Filler

Notes:

  1. Type "C" records are subrecords of the type "3" - intracommodity spread parameters - record for a combined commodity, and typically follow that record immediately. Each one provides data about a particular tier to tier intracommodity spread for that combined commodity.


  2. Up to 8 legs are supported on a particular "C" record -- if more than 8 legs are defined for a particular spread, additional "C" records with the same spread priority number follow the first one immediately.




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